-35.3%
CPB vs EXR
+53.5%
-88.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.1% |
| 7D | -1.6% | -0.4% | -1.1% | -1.4% |
| 30D | +19.2% | +18.2% | +1.0% | +12.5% |
| 3M | -1.0% | +7.3% | -8.3% | -3.5% |
| 6M | +15.2% | +13.8% | +1.4% | +10.3% |
| YTD | -13.1% | +25.9% | -39.0% | -19.6% |
| 1Y | -22.4% | +25.8% | -48.2% | -28.2% |
| 3Y | -35.3% | +53.7% | -89.0% | -38.8% |
| All | -35.3% | +53.5% | -88.8% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling